Pages that link to "Item:Q903013"

The following pages link to Pricing European and American options by radial basis point interpolation (Q903013):

Displaying 40 items.

• Solving Volterra's population growth model of arbitrary order using the generalized fractional order of the Chebyshev functions (Q310520) (← links)
• Accurate solution of the Thomas-Fermi equation using the fractional order of rational Chebyshev functions (Q508037) (← links)
• Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
• RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
• Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
• Fast and accurate calculation of American option prices (Q1715613) (← links)
• Radial basis functions and level set method for image segmentation using partial differential equation (Q1733509) (← links)
• Shifted Lagrangian Jacobi collocation scheme for numerical solution of a model of HIV infection (Q1735712) (← links)
• An efficient numerical method for solving nonlinear Thomas-Fermi equation (Q1737386) (← links)
• A numerical investigation to viscous flow over nonlinearly stretching sheet with chemical reaction, heat transfer and magnetic field (Q1788262) (← links)
• Numerical study of astrophysics equations by meshless collocation method based on compactly supported radial basis function (Q1788273) (← links)
• Pricing European passport option with radial basis function (Q1791773) (← links)
• An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
• Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
• Numerical learning approximation of time-fractional sub diffusion model on a semi-infinite domain (Q2128251) (← links)
• Pricing real estate index options under stochastic interest rates (Q2145575) (← links)
• Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
• Chebyshev wavelet method for solving radiative transfer equation in a slab medium (Q2299537) (← links)
• Numerical simulation of partial differential equations via local meshless method (Q2311046) (← links)
• An iterative multistep kernel based method for nonlinear Volterra integral and integro-differential equations of fractional order (Q2315832) (← links)
• Solving the nonlinear Schlomilch's integral equation arising in ionospheric problems (Q2361529) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
• A new approach for pricing discounted American options (Q2656825) (← links)
• A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
• A Computationally Hybrid Method for Solving a Famous Physical Problem on an Unbounded Domain (Q3387682) (← links)
• Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
• (Q5095419) (← links)
• (Q5095447) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
• Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)
• Meshless methods for American option pricing through physics-informed neural networks (Q6158655) (← links)
• A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371) (← links)